| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
188.44 |
186.32 |
-2.12 |
-1.1% |
184.69 |
| High |
188.71 |
187.35 |
-1.36 |
-0.7% |
188.96 |
| Low |
186.80 |
185.90 |
-0.90 |
-0.5% |
183.75 |
| Close |
187.23 |
187.28 |
0.05 |
0.0% |
188.26 |
| Range |
1.91 |
1.45 |
-0.46 |
-24.1% |
5.21 |
| ATR |
1.71 |
1.69 |
-0.02 |
-1.1% |
0.00 |
| Volume |
99,009,000 |
104,824,297 |
5,815,297 |
5.9% |
623,100,804 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
191.19 |
190.69 |
188.08 |
|
| R3 |
189.74 |
189.24 |
187.68 |
|
| R2 |
188.29 |
188.29 |
187.55 |
|
| R1 |
187.79 |
187.79 |
187.41 |
188.04 |
| PP |
186.84 |
186.84 |
186.84 |
186.97 |
| S1 |
186.34 |
186.34 |
187.15 |
186.59 |
| S2 |
185.39 |
185.39 |
187.01 |
|
| S3 |
183.94 |
184.89 |
186.88 |
|
| S4 |
182.49 |
183.44 |
186.48 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
202.62 |
200.65 |
191.13 |
|
| R3 |
197.41 |
195.44 |
189.69 |
|
| R2 |
192.20 |
192.20 |
189.22 |
|
| R1 |
190.23 |
190.23 |
188.74 |
191.22 |
| PP |
186.99 |
186.99 |
186.99 |
187.48 |
| S1 |
185.02 |
185.02 |
187.78 |
186.01 |
| S2 |
181.78 |
181.78 |
187.30 |
|
| S3 |
176.57 |
179.81 |
186.83 |
|
| S4 |
171.36 |
174.60 |
185.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
188.96 |
185.90 |
3.06 |
1.6% |
1.37 |
0.7% |
45% |
False |
True |
95,160,439 |
| 10 |
188.96 |
183.75 |
5.21 |
2.8% |
1.40 |
0.7% |
68% |
False |
False |
114,659,591 |
| 20 |
188.96 |
180.83 |
8.13 |
4.3% |
1.49 |
0.8% |
79% |
False |
False |
109,913,950 |
| 40 |
188.96 |
173.71 |
15.25 |
8.1% |
1.66 |
0.9% |
89% |
False |
False |
124,808,038 |
| 60 |
188.96 |
173.71 |
15.25 |
8.1% |
1.51 |
0.8% |
89% |
False |
False |
118,135,327 |
| 80 |
188.96 |
173.71 |
15.25 |
8.1% |
1.42 |
0.8% |
89% |
False |
False |
113,056,181 |
| 100 |
188.96 |
171.34 |
17.62 |
9.4% |
1.40 |
0.7% |
90% |
False |
False |
112,044,040 |
| 120 |
188.96 |
164.53 |
24.43 |
13.0% |
1.42 |
0.8% |
93% |
False |
False |
115,166,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
193.51 |
|
2.618 |
191.15 |
|
1.618 |
189.70 |
|
1.000 |
188.80 |
|
0.618 |
188.25 |
|
HIGH |
187.35 |
|
0.618 |
186.80 |
|
0.500 |
186.63 |
|
0.382 |
186.45 |
|
LOW |
185.90 |
|
0.618 |
185.00 |
|
1.000 |
184.45 |
|
1.618 |
183.55 |
|
2.618 |
182.10 |
|
4.250 |
179.74 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
187.06 |
187.31 |
| PP |
186.84 |
187.30 |
| S1 |
186.63 |
187.29 |
|